+120.6%
ADM vs SFM
+137.0%
-16.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.1% |
| 7D | +0.7% | -0.4% | +1.1% | +0.7% |
| 30D | -14.7% | -19.2% | +4.5% | -13.2% |
| 3M | -10.4% | -40.3% | +29.9% | -6.1% |
| 6M | -10.9% | -40.9% | +29.9% | -6.8% |
| YTD | +26.0% | -35.5% | +61.5% | +29.9% |
| 1Y | +26.5% | -37.4% | +63.9% | +30.8% |
| 3Y | +8.2% | +25.5% | -17.3% | -4.4% |
| 5Y | +24.0% | +113.0% | -89.0% | -2.2% |
| All | +120.6% | +137.0% | -16.3% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling